Trading Metrics calculated at close of trading on 06-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2017 |
06-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,597.0 |
5,596.0 |
-1.0 |
0.0% |
5,637.0 |
High |
5,613.0 |
5,609.0 |
-4.0 |
-0.1% |
5,640.0 |
Low |
5,563.0 |
5,554.0 |
-9.0 |
-0.2% |
5,552.0 |
Close |
5,572.0 |
5,565.0 |
-7.0 |
-0.1% |
5,572.0 |
Range |
50.0 |
55.0 |
5.0 |
10.0% |
88.0 |
ATR |
51.4 |
51.7 |
0.3 |
0.5% |
0.0 |
Volume |
24,792 |
25,110 |
318 |
1.3% |
137,039 |
|
Daily Pivots for day following 06-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,741.0 |
5,708.0 |
5,595.3 |
|
R3 |
5,686.0 |
5,653.0 |
5,580.1 |
|
R2 |
5,631.0 |
5,631.0 |
5,575.1 |
|
R1 |
5,598.0 |
5,598.0 |
5,570.0 |
5,587.0 |
PP |
5,576.0 |
5,576.0 |
5,576.0 |
5,570.5 |
S1 |
5,543.0 |
5,543.0 |
5,560.0 |
5,532.0 |
S2 |
5,521.0 |
5,521.0 |
5,554.9 |
|
S3 |
5,466.0 |
5,488.0 |
5,549.9 |
|
S4 |
5,411.0 |
5,433.0 |
5,534.8 |
|
|
Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,852.0 |
5,800.0 |
5,620.4 |
|
R3 |
5,764.0 |
5,712.0 |
5,596.2 |
|
R2 |
5,676.0 |
5,676.0 |
5,588.1 |
|
R1 |
5,624.0 |
5,624.0 |
5,580.1 |
5,606.0 |
PP |
5,588.0 |
5,588.0 |
5,588.0 |
5,579.0 |
S1 |
5,536.0 |
5,536.0 |
5,563.9 |
5,518.0 |
S2 |
5,500.0 |
5,500.0 |
5,555.9 |
|
S3 |
5,412.0 |
5,448.0 |
5,547.8 |
|
S4 |
5,324.0 |
5,360.0 |
5,523.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,623.0 |
5,552.0 |
71.0 |
1.3% |
48.6 |
0.9% |
18% |
False |
False |
27,193 |
10 |
5,665.0 |
5,552.0 |
113.0 |
2.0% |
51.1 |
0.9% |
12% |
False |
False |
26,136 |
20 |
5,790.0 |
5,552.0 |
238.0 |
4.3% |
48.3 |
0.9% |
5% |
False |
False |
25,546 |
40 |
5,790.0 |
5,405.0 |
385.0 |
6.9% |
44.1 |
0.8% |
42% |
False |
False |
29,983 |
60 |
5,790.0 |
5,009.0 |
781.0 |
14.0% |
42.1 |
0.8% |
71% |
False |
False |
20,021 |
80 |
5,790.0 |
5,009.0 |
781.0 |
14.0% |
36.5 |
0.7% |
71% |
False |
False |
15,024 |
100 |
5,790.0 |
5,009.0 |
781.0 |
14.0% |
31.0 |
0.6% |
71% |
False |
False |
12,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,842.8 |
2.618 |
5,753.0 |
1.618 |
5,698.0 |
1.000 |
5,664.0 |
0.618 |
5,643.0 |
HIGH |
5,609.0 |
0.618 |
5,588.0 |
0.500 |
5,581.5 |
0.382 |
5,575.0 |
LOW |
5,554.0 |
0.618 |
5,520.0 |
1.000 |
5,499.0 |
1.618 |
5,465.0 |
2.618 |
5,410.0 |
4.250 |
5,320.3 |
|
|
Fisher Pivots for day following 06-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,581.5 |
5,588.5 |
PP |
5,576.0 |
5,580.7 |
S1 |
5,570.5 |
5,572.8 |
|